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Gs Us Small Cap Core Eq. Ptf E Close Cap Eur
38.40
-0.65%
Currency: EUR
Date: 25/12/17
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 38.40 | 38.65 | EUR | 25/12/17 | -0.65 |
Terms
| Isin | LU0234683018 |
| Contract Type | Sicav |
| Currency | EUR |
| Class | E |
| Risk Class | 5 |
| Assogestioni Category | Azionari America |
| Declared Benchmark | 100% Russell 2000 Net 30% TR |
| Start Date | 05/12/05 |
| Advisor Name | Quantitative Equity Team |
| Fund Asset Under Management | 0,5844 at 23/02/28 |
Performance
| Cumulatives | |
|---|---|
| 1 month | +4.63 |
| Ytd | +0.81 |
| 1 year | -3.54 |
| 3 years | +43.25 |
| 5 years | +59.91 |
| Yearly | |
|---|---|
| 11/30/2024 | +25.54 |
| 11/30/2023 | +13.66 |
| 11/30/2022 | -15.40 |
| 11/30/2021 | +31.40 |
| 11/30/2020 | -1.99 |
| Rating |
|---|
|
| Score |
|---|
| 62.3723 |
Company
Goldman Sachs Asset Management
Prinses Beatrixlaan 35 2595-AK - 'S GRAVENHAGE
Tel. N.Av.
Prinses Beatrixlaan 35 2595-AK - 'S GRAVENHAGE
Tel. N.Av.
Costs
| Entrance (ACP) | Min: 4,0000 - Max: 4,0000 |
| Management | 1.75 |
| Reimbursement | 0% |
| Administrative | 0% |
| Switch | 0% |
| Tunnel | 0 |
Subscription
| One Solution | |
|---|---|
| Initial | 1500,0000 EUR |
| Integrative | 0,0000 EUR |
| Accumulation Plan | |
|---|---|
| Duration | N.Av. |
| Minimum Payment Unit | N.Av. |
| Initial Payment | 1500,0000 |
Costs
| Entrance (ACP) | Min: 4,0000 - Max: 4,0000 |
| Management | 1.75 |
| Reimbursement | 0% |
| Administrative | 0% |
| Switch | 0% |
| Tunnel | 0 |
Performance
| Cumulatives | |
|---|---|
| 1 day | -0.82 |
| 1 week | -1.78 |
| 1 month | +4.63 |
| 3 months | +4.94 |
| 6 months | +17.94 |
| From the beginning of the year | +0.81 |
| 1 year | -3.54 |
| 2 years | +26.93 |
| 3 years | +43.25 |
| 4 years | +27.01 |
| 5 years | +59.91 |
| Yearly | |
|---|---|
| 11/30/2024 | +25.54 |
| 11/30/2023 | +13.66 |
| 11/30/2022 | -15.40 |
| 11/30/2021 | +31.40 |
| 11/30/2020 | -1.99 |
| Rating |
|---|
|
|
| Score |
|---|
| 62.3723 |
Efficiency Indicators
| Sharpe 1 year | 0.2921 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | 0.3429 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | 0.6516 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | 0.4331 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | 0.5248 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | 1.0838 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +25.05 |
| 3 years | +20.48 |
| 5 years | +20.03 |
| Negative Volatility | |
|---|---|
| 1 year | +17.16 |
| 3 years | +13.35 |
| 5 years | +12.01 |
Benchmark
| Standard Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
| Negative Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
Updated Monthly - 25/11/28
Relative
| Sharpe | 0.3429 |
| Sortino | 0.5248 |
| Bull Market | +14.34 |
| Bear Market | -11.08 |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
Three years data
| Risk Class | 5 |
General
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
20,092
-4.93
3 years 15,635
4,312
+32.61
5 years 13,875
2,054
+69.47
|
20,092 | -4.93 | 4,312 | +32.61 | 2,054 | +69.47 |
|
Total Volatility
1 year 17,746
21,570
+25.05
3 years 15,635
18,459
+20.48
5 years 13,875
15,996
+20.03
|
21,570 | +25.05 | 18,459 | +20.48 | 15,996 | +20.03 |
|
Negative Volatility
1 year 17,746
21,745
+17.16
3 years 15,635
18,807
+13.35
5 years 13,875
15,736
+12.01
|
21,745 | +17.16 | 18,807 | +13.35 | 15,736 | +12.01 |
|
Sharpe Index
1 year 17,746
14,413
+0.29
3 years 15,635
12,232
+0.34
5 years 13,875
4,148
+0.65
|
14,413 | +0.29 | 12,232 | +0.34 | 4,148 | +0.65 |
|
Sortino Index
1 year 17,746
14,445
+0.43
3 years 15,635
12,201
+0.52
5 years 13,875
4,046
+1.08
|
14,445 | +0.43 | 12,201 | +0.52 | 4,148 | +1.08 |
By Category
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
521
-4.93
3 years 15,635
368
+32.61
5 years 13,875
253
+69.47
|
521 | -4.93 | 368 | +32.61 | 253 | +69.47 |
|
Total Volatility
1 year 17,746
640
+25.05
3 years 15,635
588
+20.48
5 years 13,875
526
+20.03
|
640 | +25.05 | 588 | +20.48 | 526 | +20.03 |
|
Negative Volatility
1 year 17,746
634
+17.16
3 years 15,635
584
+13.35
5 years 13,875
501
+12.01
|
634 | +17.16 | 584 | +13.35 | 501 | +12.01 |
|
Sharpe Index
1 year 17,746
422
+0.29
3 years 15,635
462
+0.34
5 years 13,875
394
+0.65
|
422 | +0.29 | 462 | +0.34 | 394 | +0.65 |
|
Sortino Index
1 year 17,746
420
+0.43
3 years 15,635
456
+0.52
5 years 13,875
375
+1.08
|
420 | +0.43 | 456 | +0.52 | 375 | +1.08 |
Data provided by 